Anic Equity¶

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Total return since start: 0.693 %¶

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Equity now: -----------------------------> 51705.77 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48506.71 Kr¶

PnL: ---------------------------------------> -580.86 Kr¶

DD now: ---------------------------------> -0.459 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-02-01 14:28:15.618212'

Anic Portfolio¶

Today¶

Return: 0.129 %¶

This Week¶

Return: 8.792 %¶

Total¶

Return: 69.271 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HMS Networks 2 4.110000 810.400000 137.400000 20.420000 673.000000
FM Mattsson Mora Group B 54 -3.940000 3288.600000 108.600000 3.420000 3180.000006
Nordea Bank Abp 29 0.820000 3560.620000 106.620000 3.090000 3453.999992
SAAB B 8 1.550000 3469.600000 92.600000 2.740000 3377.000000
HEBA B 70 1.960000 2726.500000 90.500000 3.430000 2636.000010
Fasadgruppen Group 38 0.910000 4202.800000 61.800000 1.490000 4140.999992
Swedbank A 3 2.050000 613.500000 49.500000 8.780000 564.000000
Resurs Holding 22 1.220000 618.860000 44.860000 7.820000 573.999998
MedCap 2 -1.080000 458.000000 37.000000 8.790000 421.000000
AcadeMedia 12 0.410000 593.760000 36.760000 6.600000 557.000004
Samhällsbyggnadsbo. i Norden B 20 2.660000 390.000000 35.000000 9.860000 355.000000
Norva24 Group 16 -0.440000 573.440000 30.440000 5.610000 543.000000
Intrum 4 2.260000 551.600000 24.600000 4.670000 527.000000
OEM International B 7 1.810000 552.300000 24.300000 4.600000 527.999997
Securitas B 6 2.350000 585.480000 15.480000 2.720000 570.000000
Eastnine 4 1.120000 506.400000 15.400000 3.140000 491.000000
Boozt 12 2.060000 1664.400000 10.400000 0.630000 1653.999996
Coor Service Management Hold. 8 1.270000 540.800000 8.800000 1.650000 532.000000
Fastighetsbolag. Emilshus Pref 21 -0.920000 567.000000 5.000000 0.890000 562.000005
Samhällsbyggnadsbo. i Norden D 12 0.390000 248.160000 2.160000 0.880000 246.000000
Creaspac SPAC 6 0.000000 579.000000 2.000000 0.350000 577.000002
Karnov Group 9 -0.830000 535.500000 -0.500000 -0.090000 536.000004
Handelsbanken A 5 0.180000 545.250000 -0.750000 -0.140000 546.000000
Corem Property Group B 59 2.150000 575.840000 -1.160000 -0.200000 576.999999
Midsona B 63 0.000000 575.190000 -7.810000 -1.340000 582.999984
Sampo Oyj SDB 7 0.460000 3839.500000 -10.500000 -0.270000 3850.000000
CTEK 13 1.690000 508.300000 -25.700000 -4.810000 533.999999
International Petroleum Corp. 5 0.440000 565.000000 -29.570000 -4.970000 594.565215
Essity B 2 -1.470000 537.400000 -36.600000 -6.380000 574.000000
Vivesto 1368 -0.240000 559.510000 -53.490000 -8.730000 612.999432
Essity A 4 -1.280000 1078.000000 -71.000000 -6.180000 1149.000000
OX2 22 4.600000 1851.300000 -137.700000 -6.920000 1989.000002
Beijer Electronics Group 27 -2.340000 2932.200000 -151.800000 -4.920000 3083.999994
Axfood 15 -3.050000 3910.500000 -389.500000 -9.060000 4300.000005
Ovzon 64 -0.190000 3392.000000 -604.000000 -15.120000 3996.000000
TOTAL 48506.710000 -580.860000 -0.45936% 49087.564636

Updated:¶

'2023-02-01 14:28:29.281528'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶